@stdlib/stats
Version:
Standard library statistical functions.
69 lines (56 loc) • 1.49 kB
JavaScript
/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
;
// MODULES //
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var SQRT2 = require( '@stdlib/constants/float64/sqrt-two' );
var PI = require( '@stdlib/constants/float64/pi' );
// VARIABLES //
var SQRT4MPI = sqrt( 4.0-PI );
// MAIN //
/**
* Returns the standard deviation of a Rayleigh distribution.
*
* @param {NonNegativeNumber} sigma - scale parameter
* @returns {NonNegativeNumber} standard deviation
*
* @example
* var v = stdev( 9.0 );
* // returns ~5.896
*
* @example
* var v = stdev( 2.0 );
* // returns ~1.31
*
* @example
* var v = stdev( -0.2 );
* // returns NaN
*
* @example
* var v = stdev( NaN );
* // returns NaN
*/
function stdev( sigma ) {
if ( isnan( sigma ) || sigma < 0 ) {
return NaN;
}
return SQRT4MPI * sigma / SQRT2;
}
// EXPORTS //
module.exports = stdev;